Markov Chains - Theory and Applications, Sericola

Автор: Gamerman, Dani.
Название: Markov Chain Monte Carlo
ISBN: 1584885874 ISBN-13(EAN): 9781584885870
Издательство: Taylor&Francis
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Цена: 15312.00 р.
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Описание: Incorporating changes in theory and highlighting various applications, this book presents a comprehensive introduction to the methods of Markov Chain Monte Carlo (MCMC) simulation technique. It incorporates the developments in MCMC, including reversible jump, slice sampling, bridge sampling, path sampling, multiple-try, and delayed rejection.

Автор: Ching Wai-Ki, Ng Michael K.
Название: Markov Chains: Models, Algorithms and Applications
ISBN: 0387293353 ISBN-13(EAN): 9780387293356
Издательство: Springer
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Цена: 13270.00 р.
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Описание: Markov chains are a particularly powerful and widely used tool for analyzing a variety of stochastic (probabilistic) systems over time. This title outlines developments of Markov chain models for modeling queueing sequences, Internet, re-manufacturing systems, reverse logistics, inventory systems, bio-informatics, and many other practical systems.

Автор: Stewart, William J.,
Название: Introduction to the numerical solution of Markov chains /
ISBN: 0691036993 ISBN-13(EAN): 9780691036991
Издательство: Wiley
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Цена: 21859.00 р.
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Описание: Offers a systematic and detailed treatment of the numerical solution of Markov chains. This book explores various aspects of numerically computing solutions of Markov chains, especially when the state is huge. It examines many different numerical computing methods - direct, single-and multi-vector iterative, and projection methods.

Автор: G. Fayolle , V. A. Malyshev , M. V. Menshikov
Название: Topics in the Constructive Theory of Countable Markov Chains
ISBN: 0521461979 ISBN-13(EAN): 9780521461979
Издательство: Cambridge Academ
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Цена: 17424.00 р.
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Описание: The main point of the present book is to provide methods of analysing Markov chains based on Lyapunov functions. The authors provide not only a self-contained introduction to the theory but also details of how the required Lyapunov functions are constructed in various situations.